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MazamaRollUtils

A suite of utility functions for calculating rolling mins, means, 
maxes and other functions.

Background

Analysis of time series data often involves applying “rolling” functions to calculate, e.g. a “moving average”. These functions are straightforward to write in any language and it makes sense to have C++ versions of common rolling functions available to R as they dramatically speed up calculations. Several packages exist that provide some version of this functionality:

• zoo – core R package with a specific data model
• seismicRoll – rolling functions focused on seismology
• RcppRoll – rolling functions for basic statistics

Our goal in creating a new package of C++ rolling functions is to build up a suite of functions useful in environmental time series analysis. We want these functions to be available in a neutral environment with no underlying data model. The functions are as straightforward to use as is reasonably possible with a target audience of data analysts at any level of R expertise.

Installation

Install from CRAN with:

install.packages('MazamaRollUtils')

Install the latest version from GitHub with:

devtools::install_github("MazamaScience/MazamaRollUtils")

Examples

library(MazamaRollUtils)

# Example air quality time series
t <- example_pm25$datetime
x <- example_pm25$pm25

plot(t, x)
lines(t, roll_max(x, width = 12), col = 'salmon')
lines(t, roll_min(x, width = 12), col = 'light blue')

This project is supported by Mazama Science.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.